1. Consult your owner's manual: This is the best source. It will have a diagram of the fuse box(es) showing the relay locations.
2. Check both fuse boxes: Locate both the underhood fuse box (usually near the battery) and the interior fuse box (often under the dashboard, near the steering column). Look carefully at the diagrams inside the lids of each box. The relay may be labeled "Fuel Pump," or something similar, like "EFI" (Electronic Fuel Injection) or even just a number. Some diagrams even show a pictorial representation of the relays.
Important Note: Before working on any electrical components, disconnect the negative terminal of your battery to avoid shorts or injury.